在伦敦对冲基金工作多年的quant学习C++的经验

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   As promised, I am listing a few books and resources on C++, so you can plan a way to improve on your C++ knowledge.
I think a good start, is a good beginner book out of the following:

  • Sams Teach Yourself C++ in 24 Hours: Complete Starter Kit (Sams Teach Yourself) http://www.amazon.co.uk/Sams-Teach-Yourself-C++-Hours/dp/0672326817/
  • C++ Primer (Paperback) http://www.amazon.co.uk/Sams-Teach-Yourself-C++-Hours/dp/0672326817/

    At the same time you could read this book, which is aimed who want to learn C++ by example in a short amount of time:

  • Accelerated C++: Practical Programming by Example (C++ in Depth) (Paperback) http://www.amazon.co.uk/Accelerated-C++-Practical-Programming-Example/dp/020170353X

    The classic book on the C++ syntax is the one written by its creator, Stroustrup, but it can feel a bit long:

  • The C++ Programming Language, Special Edition (Hardcover)
    http://www.amazon.co.uk/C++-Programming-Language-Special/dp/0201700735/

    Once you have acquired the basics, you should get knowledge of:The standard library (standard collections and algorithms),previously known as Standard Template Library,Design patterns,Advanced knowledge of C++ and standard library

Standard Library
    The following two books are the best on the subject:

  • The C++ Standard Library: A Tutorial and Reference (Hardcover) http://www.amazon.co.uk/C++-Standard-Library-Tutorial-Reference/dp/0201379260/
  • The STL Tutorial and Reference Guide: C++ Programming with the Standard Template Library (Professional Computing) (Hardcover) http://www.amazon.co.uk/STL-Tutorial-Reference-Guide-Professional/dp/0201379236

Design patterns
    You could read the classic one on the subject:

  • Design patterns : elements of reusable object-oriented software (Hardcover) http://www.amazon.co.uk/Design-patterns-elements-reusable-object-oriented/dp/0201633612/ 
    However apparently this one gives a simpler and quicker overview of all of the classic design patterns:
  • Head First Design Patterns (Head First) (Paperback)http://www.amazon.co.uk/Head-First-Design-Patterns/dp/0596007124/

Advanced knowledge of C++ and STL
    The following books are some of the best which can bring your C++ at a superior level (look them up on Amazon to get more details):
Exceptional C++, More Exceptional C++, Effective C++, More Effective C++, Effective STL, C++ Coding Standards
    Once you have reached a good levelo by reading some of these books you can go to yet another level by reading the book "Modern C++ Design". If you understand everything you read in this book you can consider yourself a guru...
    Hope you find these tips useful.

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